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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed December 28, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111228 1196.25 1209.00 1183.75 1198.25 -1.50 38,893 65,703 -11,642
Mar12 111228 1204.75 1219.00 1193.00 1208.00 -1.50 42,336 185,764 +879
May12 111228 1214.75 1227.75 1202.50 1217.50 -1.75 11,420 93,779 +418
Jul12 111228 1224.50 1237.00 1212.00 1227.00 -1.50 11,393 78,700 -394
Aug12 111228 1214.50 1226.25 1214.50 1223.25 -1.25 53 1,094 -9
Sep12 111228 1203.50 1216.75 1203.50 1213.50 -0.50 21 1,040 +6
Nov12 111228 1202.25 1214.00 1192.00 1205.00 -1.00 2,444 55,362 +345
Total Volume and Open Interest 106,744 499,315 -10,340
Soybean Meal(CBOT)
Jan12 111228 307.70 312.60 304.80 310.10 +2.40 12,958 19,113 -1,288
Mar12 111228 311.70 315.80 308.70 314.10 +2.40 18,818 80,892 +208
May12 111228 314.40 318.40 311.50 316.70 +2.30 2,239 30,677 +247
Jul12 111228 317.70 321.40 314.90 319.80 +2.20 1,411 31,031 -89
Aug12 111228 316.30 321.00 316.20 320.20 +2.20 143 5,246 -31
Sep12 111228 315.30 320.50 315.30 319.20 +2.00 57 5,352 -18
Oct12 111228 311.50 315.30 311.50 315.30 +2.00 60 3,441 -11
Dec12 111228 313.50 317.00 311.30 315.00 +1.80 593 17,260 +123
Total Volume and Open Interest 36,312 198,829 -860
Soybean Oil(CBOT)
Jan12 111228 51.89 52.10 51.23 51.78 -0.06 24,903 31,390 -2,795
Mar12 111228 52.22 52.50 51.61 52.16 -0.07 39,607 143,322 +686
May12 111228 52.43 52.85 52.02 52.51 -0.07 5,623 51,744 -574
Jul12 111228 52.61 53.08 52.22 52.77 -0.07 1,747 36,327 +89
Aug12 111228 52.58 53.12 52.57 52.82 -0.07 55 4,516 -1
Sep12 111228 52.35 53.05 52.35 52.83 -0.07 56 4,860 +10
Oct12 111228 52.39 52.85 52.08 52.62 -0.08 60 5,415 +26
Dec12 111228 52.42 52.81 51.99 52.49 -0.05 780 19,846 +18
Total Volume and Open Interest 72,909 298,027 -2,469
Canola(WCE)
Jan12 111228 523.8 531.4 522.2 529.7 +8.5 5,161 6,773 -4,671
Mar12 111228 519.9 526.4 518.1 524.7 +7.6 13,498 80,663 +5,151
May12 111228 518.5 528.1 518.5 526.4 +8.1 1,679 16,767 +235
Jul12 111228 519.2 529.0 519.2 526.7 +8.2 164 13,758 +28
Nov12 111228 501.9 510.8 501.7 506.7 +5.6 703 17,526 +475
Total Volume and Open Interest 21,257 136,155 +1,270
Corn(CBOT)
Mar12 111228 632.00 646.25 630.25 642.50 +9.25 67,761 521,410 -1,754
May12 111228 639.25 654.00 638.50 650.25 +9.00 14,521 184,369 +124
Jul12 111228 645.50 659.50 644.25 656.00 +8.75 15,089 162,615 +1,137
Sep12 111228 600.50 612.00 599.00 608.25 +7.00 820 41,336 +199
Dec12 111228 576.50 587.25 574.50 583.50 +6.25 5,260 190,989 +600
Mar13 111228 588.00 599.00 588.00 595.50 +6.50 241 36,251 +41
Total Volume and Open Interest 103,892 1,158,976 +413
Wheat(CBOT)
Mar12 111228 643.75 656.00 641.25 651.25 +6.50 22,013 175,421 +49
May12 111228 661.00 672.00 658.75 668.50 +6.50 2,970 69,515 -79
Jul12 111228 674.75 686.50 673.75 682.75 +6.75 2,882 72,105 +537
Sep12 111228 688.50 700.75 688.50 698.50 +6.25 227 15,549 +25
Dec12 111228 708.75 719.75 708.25 716.25 +5.25 861 43,532 +197
Total Volume and Open Interest 29,134 382,278 +821
Wheat(KCBT)
Mar12 111228 693.50 705.00 692.50 699.25 +3.50 3,631 66,876 -157
May12 111228 701.25 713.50 701.25 707.50 +3.00 1,015 17,005 +33
Jul12 111228 709.75 721.75 709.25 715.25 +3.00 854 38,149 -74
Sep12 111228 732.00 735.25 727.25 729.00 +2.75 97 6,692 +28
Dec12 111228 746.25 754.50 746.25 748.00 +2.25 202 8,219 +66
Total Volume and Open Interest 5,821 137,438 -92
Wheat(MGE)
Mar12 111228 861.50 871.25 859.00 863.00 +0.50 1,079 16,442 +111
May12 111228 841.00 844.00 833.50 835.50 +1.00 544 7,421 -39
Jul12 111228 828.50 830.00 822.25 823.25 +1.00 357 7,627 +7
Sep12 111228 799.50 800.00 792.75 794.00 -0.75 224 4,473 +3
Dec12 111228 800.00 805.00 798.25 799.75 -2.00 262 3,254 +32
Total Volume and Open Interest 2,482 39,372 +119
Oats(CBOT)
Mar12 111228 317.50 318.50 314.50 316.50 -1.50 157 10,759 -36
May12 111228 321.25 322.25 318.75 320.50 -1.25 55 1,684 +48
Jul12 111228 325.00 325.50 324.75 325.00 +0.25 1 117 +1
Sep12 111228 330.75 330.75 330.50 330.75 +0.25 0 7 +0
Total Volume and Open Interest 213 12,716 +13
Rough Rice(CBOT)
Jan12 111228 13.77 13.87 13.61 13.75 -0.05 856 3,838 -541
Mar12 111228 14.02 14.19 13.88 14.02 -0.03 904 11,225 +423
May12 111228 14.31 14.33 14.18 14.29 -0.04 15 993 +10
Jul12 111228 14.43 14.60 14.40 14.53 -0.07 7 609 +1
Total Volume and Open Interest 1,795 16,852 -103
Live Cattle(CME)
Dec11 111228 123.500 123.600 122.550 123.100 -0.150 2,342 4,141 -1,167
Feb12 111228 123.285 123.600 122.750 123.150 -0.050 19,593 128,230 +1,615
Apr12 111228 126.730 127.000 126.350 126.850 +0.300 10,699 92,128 +676
Jun12 111228 125.580 126.180 125.500 126.050 +0.350 6,275 61,640 +1,724
Aug12 111228 126.150 126.900 126.150 126.885 +0.535 1,528 16,585 +119
Oct12 111228 128.825 129.200 128.500 129.200 +0.415 612 9,125 +204
Total Volume and Open Interest 41,349 317,233 +3,318
Feeder Cattle(CME)
Jan12 111228 146.985 147.735 146.535 147.200 +0.050 1,326 7,834 -153
Mar12 111228 150.000 150.800 149.400 150.350 +0.065 1,799 11,581 +147
Apr12 111228 151.050 151.750 150.400 151.450 +0.415 625 3,442 +151
May12 111228 151.380 152.150 150.900 151.985 +0.435 434 4,120 +29
Aug12 111228 152.850 153.300 152.600 153.050 unch 361 3,824 +171
Sep12 111228 152.500 153.250 152.500 153.150 +0.150 64 675 +44
Oct12 111228 153.000 153.250 152.750 152.750 unch 25 231 +18
Total Volume and Open Interest 4,652 31,760 +421
Lean Hogs(CME)
Feb12 111228 85.885 86.535 85.080 85.550 -0.200 12,963 86,073 -44
Apr12 111228 88.700 89.500 88.500 88.950 +0.200 6,622 61,967 +1,254
May12 111228 94.900 95.600 94.850 95.400 +0.500 106 2,570 +18
Jun12 111228 96.580 97.350 96.300 96.730 +0.130 5,758 47,079 +982
Jul12 111228 95.700 96.250 95.430 95.785 +0.335 1,285 12,609 -307
Aug12 111228 95.000 95.250 94.580 95.150 +0.650 753 13,456 +70
Oct12 111228 84.035 84.500 83.900 84.385 +0.335 285 9,158 +125
Dec12 111228 79.975 80.450 79.975 80.150 +0.150 143 3,729 +63
Total Volume and Open Interest 27,981 237,430 +2,204
Class III Milk(CME)
Dec11 111228 18.65 18.66 18.65 18.66 unch 104 5,903 +46
Jan12 111228 17.10 17.25 17.05 17.14 +0.09 379 4,678 +47
Feb12 111228 17.22 17.33 17.21 17.28 +0.06 295 4,546 +29
Mar12 111228 17.14 17.30 17.11 17.23 +0.12 186 3,620 +17
Apr12 111228 17.13 17.25 17.12 17.23 +0.11 55 2,643 +11
Total Volume and Open Interest 1,251 34,523 +267
Cocoa(ICE)
Mar12 111228 2213 2231 2118 2133 -83 2,943 76,329 -334
May12 111228 2229 2248 2140 2154 -83 804 35,731 -48
Jul12 111228 2252 2263 2156 2170 -84 191 17,703 -3
Sep12 111228 2257 2261 2175 2185 -81 68 14,730 -10
Dec12 111228 2276 2283 2190 2202 -78 57 14,726 +5
Mar13 111228 2250 2250 2210 2220 -74 21 5,206 +1
May13 111228 2251 2251 2236 2236 -72 1 2,474 +1
Total Volume and Open Interest 4,085 167,721 -388
Coffee "C"(ICE)
Mar12 111228 221.90 229.30 221.00 226.75 +3.90 3,527 56,072 +58
May12 111228 224.60 231.80 224.00 229.50 +3.90 456 24,888 +30
Jul12 111228 228.00 234.20 228.00 231.95 +3.90 228 8,292 -25
Sep12 111228 229.90 236.20 229.85 233.85 +3.85 138 6,508 +96
Dec12 111228 237.85 237.90 235.00 235.70 +3.75 16 7,006 -1
Mar13 111228 240.00 240.00 237.40 237.40 +3.20 10 844 +6
Total Volume and Open Interest 4,384 104,095 +166
Orange Juice(ICE)
Jan12 111228 173.50 173.50 167.00 169.30 -3.15 978 3,336 -495
Mar12 111228 169.95 171.00 165.10 168.15 -1.80 1,461 19,111 +682
May12 111228 169.25 170.00 166.00 167.15 -2.20 61 1,864 +37
Jul12 111228 170.00 170.00 166.50 167.15 -2.00 7 769 +0
Sep12 111228 170.00 170.00 166.25 167.25 -1.70 0 58 +0
Nov12 111228 166.25 166.75 166.25 166.75 -2.00 0 13 +0
Total Volume and Open Interest 2,507 25,160 +224
Sugar #11(ICE)
Mar12 111228 23.61 24.00 22.81 23.13 -0.48 17,770 216,362 +1,482
May12 111228 23.06 23.47 22.43 22.74 -0.40 5,136 90,512 -180
Jul12 111228 22.73 23.00 22.10 22.43 -0.30 3,424 97,756 +859
Oct12 111228 23.00 23.21 22.35 22.68 -0.30 1,433 52,604 +184
Mar13 111228 23.53 23.72 22.89 23.23 -0.25 909 33,443 +451
Total Volume and Open Interest 29,974 542,472 +2,993
London Cocoa(LCE)
Mar12 111228 1426 1427 1387 1390 -17 7,276 80,377 +1,201
May12 111228 1433 1444 1405 1407 -18 1,467 21,735 -255
Jul12 111228 1450 1459 1421 1423 -18 1,233 29,648 +30
Sep12 111228 1472 1472 1436 1438 -16 755 20,968 -56
Dec12 111228 1475 1478 1450 1451 -18 681 15,628 -10
Mar13 111228 1474 1478 1460 1460 -19 555 9,546 -201
May13 111228 1460 1460 1460 1460 -25 201 2,354 +201
Total Volume and Open Interest 12,168 181,304 +910
London Sugar(LCE)
Mar12 111228 612.50 620.00 595.10 599.10 -12.10 2,536 26,486 +556
May12 111228 603.60 607.20 585.00 588.10 -13.50 493 9,062 +192
Aug12 111228 597.50 599.50 579.10 585.10 -10.90 341 10,797 +60
Oct12 111228 597.30 600.00 582.10 587.00 -10.20 136 4,047 +53
Dec12 111228 603.00 603.00 587.00 591.10 -9.70 49 1,622 +7
Total Volume and Open Interest 3,557 53,380 +870
Cotton(ICE)
Mar12 111228 87.88 91.91 87.75 90.68 +2.77 1,921 94,744 -144
May12 111228 87.64 91.80 87.64 90.57 +2.77 616 25,465 +25
Jul12 111228 87.79 91.86 87.79 90.39 +2.53 224 21,304 +82
Oct12 111228 92.00 92.60 90.88 90.88 +2.28 0 86 +0
Dec12 111228 87.22 90.21 87.19 88.93 +2.07 45 8,259 +8
Mar13 111228 89.65 89.74 89.65 89.74 +1.89 0 446 +0
Total Volume and Open Interest 2,806 151,176 -29
Lumber(CME)
Jan12 111228 246.0 256.8 245.1 256.7 +9.9 168 1,617 -76
Mar12 111228 255.6 264.1 255.0 264.1 +10.0 108 5,842 +63
May12 111228 271.8 281.8 271.0 280.0 +7.4 30 1,769 +6
Jul12 111228 282.2 288.8 282.0 288.4 +6.6 0 381 +0
Total Volume and Open Interest 306 9,747 -7
Crude Oil(NYM)
Feb12 111228 101.30 101.71 99.11 99.36 -1.98 95,270 246,021 -3,581
Mar12 111228 101.44 101.82 99.25 99.51 -1.95 23,034 159,546 +4,603
Apr12 111228 101.38 101.89 99.43 99.70 -1.90 8,766 75,166 -3
May12 111228 101.53 101.89 99.69 99.82 -1.80 6,349 79,386 -16
Jun12 111228 101.62 101.66 99.39 99.77 -1.71 10,546 93,991 +1,197
Jul12 111228 101.14 101.22 99.34 99.59 -1.63 2,837 38,273 +93
Aug12 111228 100.19 100.38 99.17 99.33 -1.54 2,157 29,945 +173
Sep12 111228 99.15 99.20 98.95 99.03 -1.45 1,529 31,299 +393
Oct12 111228 100.08 100.08 98.42 98.73 -1.38 624 29,495 +49
Nov12 111228 98.02 98.63 98.02 98.49 -1.32 965 31,485 +409
Dec12 111228 99.33 99.77 97.70 98.26 -1.26 9,639 169,634 -529
Jan13 111228 98.00 98.00 97.93 97.93 -1.20 927 31,335 +335
Feb13 111228 97.58 97.58 97.58 97.58 -1.12 416 13,341 +240
Mar13 111228 97.23 97.23 97.23 97.23 -1.04 262 13,889 +5
Apr13 111228 96.87 96.87 96.87 96.87 -0.96 165 6,223 -148
May13 111228 96.52 96.52 96.52 96.52 -0.88 112 6,233 +106
Total Volume and Open Interest 167,547 1,311,575 +3,087
e-miNY Crude Oil(NYM)
Dec11 111117 101.675 103.375 98.375 98.825 -3.775 9,185 3,098 +117
Jan12 111219 93.625 94.400 92.575 93.875 +0.350 8,502 1,304 -454
Feb12 111228 101.250 101.700 99.125 99.350 -2.000 2,831 1,567 -30
Mar12 111228 101.400 101.725 99.275 99.500 -1.950 125 416 +31
Apr12 111228 101.375 101.800 99.675 99.700 -1.900 28 186 +1
May12 111228 99.825 101.725 99.825 99.825 -1.800 1 29 -1
Jun12 111228 101.175 101.175 99.775 99.775 -1.700 0 21 +0
Jul12 111228 99.600 99.600 99.600 99.600 -1.625 0 4 +0
Aug12 111228 99.325 99.325 99.325 99.325 -1.550 0 5 +0
Sep12 111228 99.025 99.025 99.025 99.025 -1.450      
Total Volume and Open Interest 2,985 2,450 +1
Heating Oil(NYM)
Jan12 111228 290.10 292.52 288.38 289.34 -1.51 19,338 29,000 -2,901
Feb12 111228 290.92 293.29 289.05 290.12 -1.47 30,784 75,250 +1,994
Mar12 111228 291.55 293.40 289.20 290.21 -1.71 8,676 49,882 -90
Apr12 111228 290.48 291.89 287.76 288.83 -1.82 3,542 22,951 +658
May12 111228 288.78 289.34 286.50 286.94 -1.86 2,559 19,385 +135
Jun12 111228 286.82 288.47 284.13 285.37 -1.86 4,052 33,968 +375
Jul12 111228 286.70 287.20 284.50 284.92 -1.84 544 9,425 -24
Aug12 111228 286.56 286.56 284.36 284.90 -1.86 686 4,354 -37
Sep12 111228 287.22 287.22 285.30 285.37 -1.89 264 7,206 -5
Oct12 111228 287.30 287.30 285.99 286.24 -1.84 139 3,055 +94
Nov12 111228 288.49 288.49 286.00 287.15 -1.78 38 2,214 +6
Dec12 111228 289.88 290.75 286.97 287.69 -1.74 472 16,501 +193
Total Volume and Open Interest 71,116 276,909 +398
Gasoline(NYMEX)
Jan12 111228 268.15 269.12 263.88 265.13 -3.75 19,056 20,878 -4,889
Feb12 111228 267.60 268.82 263.25 264.56 -3.54 30,966 73,036 +5,016
Mar12 111228 268.10 268.99 263.51 264.75 -3.79 13,271 45,548 +707
Apr12 111228 278.20 280.35 275.08 276.32 -3.78 8,310 31,697 -1,809
May12 111228 277.31 279.41 275.24 275.73 -3.68 4,906 25,241 +183
Jun12 111228 277.14 277.51 272.83 273.58 -3.56 3,665 28,770 -617
Jul12 111228 273.91 274.81 270.35 270.93 -3.47 1,088 10,435 -260
Aug12 111228 267.75 268.20 267.75 268.20 -3.41 625 9,904 +5
Sep12 111228 267.62 267.70 265.00 265.09 -3.28 432 7,425 +12
Oct12 111228 252.36 252.36 252.36 252.36 -3.18 74 5,461 +13
Total Volume and Open Interest 83,071 278,307 -1,681
e-miNY RBOB Gasoline(NYM)
Jan12 111228 265.10 265.13 265.10 265.10 -3.80 0 1 +0
Feb12 111228 264.60 264.60 264.56 264.60 -3.50 0 1 +0
Mar12 111228 264.80 264.80 264.75 264.80 -3.70      
Apr12 111228 276.30 276.32 276.30 276.30 -3.80      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan12 111228 3.102 3.140 3.065 3.084 -0.028 39,814 24,779 -8,001
Feb12 111228 3.147 3.185 3.105 3.121 -0.029 36,527 182,559 +3,840
Mar12 111228 3.177 3.209 3.136 3.148 -0.032 14,110 227,456 +2,249
Apr12 111228 3.245 3.265 3.200 3.208 -0.036 10,347 121,601 +544
May12 111228 3.285 3.313 3.253 3.258 -0.038 4,634 66,809 +88
Jun12 111228 3.345 3.359 3.304 3.305 -0.040 3,767 28,080 +292
Jul12 111228 3.382 3.419 3.361 3.366 -0.038 2,129 24,197 -51
Aug12 111228 3.430 3.449 3.391 3.397 -0.037 1,329 14,759 -242
Sep12 111228 3.432 3.453 3.396 3.402 -0.036 772 26,007 +128
Oct12 111228 3.475 3.491 3.432 3.439 -0.035 3,974 73,363 -125
Nov12 111228 3.609 3.631 3.582 3.583 -0.035 1,061 28,201 +248
Dec12 111228 3.894 3.910 3.859 3.863 -0.035 783 24,634 +10
Jan13 111228 4.014 4.041 3.986 3.990 -0.033 3,580 41,225 +999
Feb13 111228 4.015 4.032 3.984 3.987 -0.032 275 7,077 +42
Mar13 111228 3.982 4.011 3.961 3.961 -0.030 1,488 19,305 -219
Apr13 111228 3.918 3.940 3.896 3.896 -0.031 330 26,245 +59
Total Volume and Open Interest 125,146 1,005,834 -163
Brent Crude Oil(ICE)
Feb12 111228 108.93 109.50 106.77 107.56 -1.71 64,609 162,669 -195
Mar12 111228 108.43 108.75 106.21 107.03 -1.54 32,017 174,744 +3,122
Apr12 111228 107.99 108.31 105.87 106.70 -1.49 11,898 44,832 +675
May12 111228 107.71 108.02 105.57 106.44 -1.45 6,251 27,715 -133
Jun12 111228 107.36 107.70 105.22 106.13 -1.42 10,202 72,436 +103
Jul12 111228 106.99 107.29 104.86 105.81 -1.36 2,071 22,417 +21
Aug12 111228 106.60 106.91 104.50 105.49 -1.29 1,476 28,821 -10
Sep12 111228 106.14 106.47 104.08 105.09 -1.23 1,642 37,409 +81
Oct12 111228 105.74 106.08 103.74 104.75 -1.16 697 17,005 +0
Nov12 111228 104.43 105.53 104.43 104.43 -1.10 1,047 16,440 -236
Dec12 111228 104.90 105.26 103.05 104.06 -1.05 6,945 96,678 -83
Jan13 111228 103.66 104.67 103.66 103.66 -1.01 623 12,088 +96
Feb13 111228 103.24 104.20 103.24 103.24 -0.96 222 7,181 +88
Mar13 111228 102.79 103.71 102.79 102.79 -0.92 78 4,021 +28
Total Volume and Open Interest 143,454 877,105 +3,202
Gas Oil(ICE)
Jan12 111228 921.75 929.00 915.50 918.25 -6.25 21,351 92,693 -1,711
Feb12 111228 917.50 925.00 911.25 914.50 -6.75 28,600 96,024 -1,371
Mar12 111228 916.75 920.25 906.50 909.75 -7.75 10,663 48,346 +32
Apr12 111228 914.25 915.25 902.00 905.25 -8.50 6,327 29,440 +994
May12 111228 910.50 911.50 899.00 901.50 -9.50 3,529 30,512 -182
Jun12 111228 909.00 909.50 895.75 899.00 -9.75 4,058 37,551 +140
Jul12 111228 905.25 909.00 895.25 898.50 -10.00 759 17,150 +84
Aug12 111228 907.50 908.50 898.25 898.25 -10.00 228 15,447 +55
Sep12 111228 908.25 908.25 898.00 898.00 -10.25 468 15,023 +197
Oct12 111228 907.75 907.75 897.25 897.25 -10.50 359 10,607 +1
Total Volume and Open Interest 78,276 471,002 -2,294
Ethanol(CBOT)
Dec11 111205 2.503 2.503 2.485 2.500 -0.003 88 204 -29
Jan12 111228 2.217 2.240 2.210 2.231 +0.008 133 349 -94
Feb12 111228 2.220 2.240 2.211 2.236 +0.015 104 1,183 +20
Mar12 111228 2.233 2.261 2.228 2.258 +0.018 47 1,600 -3
Apr12 111228 2.262 2.275 2.262 2.275 +0.018 38 741 +2
May12 111228 2.261 2.293 2.258 2.288 +0.025 69 989 +3
Jun12 111228 2.268 2.297 2.265 2.297 +0.028 84 655 +23
Jul12 111228 2.284 2.310 2.277 2.310 +0.022 90 1,089 +17
Total Volume and Open Interest 709 9,867 +29
WTI Crude Oil(ICE)
Feb12 111228 101.18 101.87 99.11 99.36 -1.98 18,575 63,286 -1,101
Mar12 111228 101.40 101.72 99.25 99.51 -1.95 6,834 35,998 +197
Apr12 111228 101.90 101.90 99.43 99.70 -1.90 2,976 25,329 +628
May12 111228 101.16 101.31 99.71 99.82 -1.80 1,581 23,847 +646
Jun12 111228 101.84 101.84 99.61 99.77 -1.71 3,542 50,193 +562
Jul12 111228 100.75 100.94 99.59 99.59 -1.63 491 9,120 -55
Aug12 111228 100.75 100.78 99.33 99.33 -1.54 240 8,448 +68
Sep12 111228 100.26 100.26 98.80 99.03 -1.45 402 12,331 +169
Oct12 111228 99.68 100.02 98.73 98.73 -1.38 197 5,485 +63
Nov12 111228 98.49 98.49 98.49 98.49 -1.32 112 4,656 -17
Dec12 111228 99.28 99.72 97.99 98.26 -1.26 4,329 57,527 +848
Jan13 111228 97.93 97.93 97.93 97.93 -1.20 154 3,224 +147
Feb13 111228 97.58 97.58 97.58 97.58 -1.12 250 1,005 +250
Mar13 111228 97.23 97.23 97.23 97.23 -1.04 0 1,613 +0
Apr13 111228 96.87 96.87 96.87 96.87 -0.96 0 389 +0
May13 111228 96.52 96.52 96.52 96.52 -0.88 0 574 +0
Total Volume and Open Interest 40,690 389,433 +2,821
US Dollar Index(ICE)
Mar12 111228 80.140 81.025 80.055 80.882 +0.747 7,170 63,745 -2,233
Jun12 111228 80.490 81.382 80.490 81.382 +0.747 0 507 +0
Sep12 111228 81.982 81.982 81.982 81.982 +0.747      
Total Volume and Open Interest 7,170 64,252 -2,233
Australian Dollar(CME)
Mar12 111228 100.51 101.13 99.80 100.02 -0.81 33,558 107,781 +1,393
Jun12 111228 99.30 100.01 99.18 99.18 -0.83 2 24 +1
Sep12 111228 98.47 99.32 98.47 98.47 -0.85 0 110 +0
Total Volume and Open Interest 33,560 107,923 +1,394
British Pound(CME)
Mar12 111228 156.47 156.81 154.27 154.40 -2.17 38,875 183,324 +2,635
Jun12 111228 154.93 156.43 154.13 154.25 -2.18 10 24 -10
Sep12 111228 154.10 156.28 154.10 154.10 -2.18 0 3 +0
Total Volume and Open Interest 38,885 183,353 +2,625
Canadian Dollar(CME)
Mar12 111228 97.99 98.58 97.38 97.50 -0.55 27,794 114,285 +811
Jun12 111228 97.90 98.40 97.25 97.34 -0.55 38 2,632 +9
Sep12 111228 98.20 98.20 97.25 97.25 -0.55 2 1,492 +2
Dec12 111228 98.10 98.10 97.15 97.17 -0.57 1 341 +0
Total Volume and Open Interest 27,835 118,765 +822
Japanese Yen(CME)
Mar12 111228 128.63 129.18 128.33 128.53 -0.14 20,448 129,197 -156
Jun12 111228 128.84 128.97 128.84 128.84 -0.13 13 296 +6
Sep12 111228 129.17 129.31 129.17 129.17 -0.14 0 8 +0
Total Volume and Open Interest 20,461 129,502 -150
Swiss Franc(CME)
Mar12 111228 107.29 107.50 106.09 106.29 -1.00 8,847 35,744 +531
Jun12 111228 106.53 107.56 106.53 106.56 -1.00 0 8 +0
Sep12 111228 106.88 107.87 106.88 106.88 -0.99 0 4 +0
Total Volume and Open Interest 8,847 35,757 +531
EuroFX(CME)
Mar12 111228 130.81 130.95 129.24 129.53 -1.30 77,608 272,983 +452
Jun12 111228 130.96 131.07 129.53 129.71 -1.28 23 1,686 +5
Sep12 111228 130.06 131.19 129.93 129.93 -1.26 0 14 +0
Total Volume and Open Interest 77,631 274,701 +457
Mexican Peso(CME)
Jan12 111228 714.5 714.5 712.5 714.5 +2.0 0 95 +0
Feb12 111228 712.8 712.8 711.0 712.8 +1.8 0 4,000 +0
Total Volume and Open Interest 8,197 117,208 -169
Brazilian Real(CME)
Jan12 111228 534.45 537.60 529.75 533.05 -4.00 277 10,742 +0
Feb12 111228 529.95 529.95 529.95 529.95 -3.95 277 277 +277
Mar12 111228 533.00 533.00 520.50 526.80 -3.95 149 3,381 -33
Apr12 111228 524.05 524.05 524.05 524.05 -3.95      
Total Volume and Open Interest 703 28,016 +244
30-Year T-Bonds(CBOT)
Mar12 111228 142~160 144~180 142~130 144~170 +2~030 129,813 587,158 -3,853
Jun12 111228 141~110 143~040 141~010 143~030 +2~020 77 170 -23
Sep12 111228 141~210 141~210 139~190 141~210 +2~020      
Total Volume and Open Interest 129,890 587,328 -3,876
10-Year T-Notes(CBOT)
Mar12 111228 129~315 130~230 129~300 130~225 +0~240 312,889 1,475,433 -10,459
Jun12 111228 129~180 130~085 129~155 130~085 +0~250 26 45 +26
Sep12 111228 129~135 129~135 128~205 129~135 +0~250      
Total Volume and Open Interest 312,915 1,475,478 -10,433
5-Year T-Notes(CBOT)
Dec11 111228 123~008 123~036 123~003 123~036 +0~033 1,269 33,256 +1
Mar12 111228 122~085 122~125 122~081 122~123 +0~039 225,982 1,196,111 -7,747
Jun12 111228 122~060 122~060 122~059 122~059 +0~039      
Total Volume and Open Interest 227,251 1,229,367 -7,746
2 Year T-Notes(CBOT)
Dec11 111228 110~016 110~021 110~014 110~021 +0~006 20 14,332 -19
Mar12 111228 110~022 110~030 110~021 110~029 +0~006 107,924 692,472 -10,917
Jun12 111228 110~001 110~001 109~123 110~001 +0~006      
Total Volume and Open Interest 107,944 706,804 -10,936
Eurodollars(CME)
Mar12 111228 99.320 99.335 99.315 99.320 unch 77,817 936,049 -11,173
Jun12 111228 99.240 99.255 99.230 99.240 -0.005 49,636 994,457 -3,715
Sep12 111228 99.205 99.215 99.185 99.200 -0.005 62,277 766,758 +3,123
Dec12 111228 99.175 99.185 99.160 99.175 -0.005 51,974 715,376 -1,118
Mar13 111228 99.180 99.190 99.165 99.185 unch 55,396 763,846 +2,351
Jun13 111228 99.160 99.180 99.150 99.170 +0.005 51,007 562,402 -1,657
Sep13 111228 99.125 99.150 99.115 99.140 +0.015 43,829 491,218 +254
Dec13 111228 99.055 99.090 99.045 99.080 +0.025 68,317 463,062 -3,721
Mar14 111228 98.955 98.995 98.940 98.990 +0.040 29,668 377,156 -1,157
Jun14 111228 98.805 98.860 98.795 98.855 +0.055 18,510 315,701 +0
Sep14 111228 98.635 98.705 98.630 98.700 +0.065 20,020 200,454 +1,088
Dec14 111228 98.470 98.545 98.455 98.535 +0.075 24,128 184,978 +3,612
Mar15 111228 98.315 98.405 98.310 98.395 +0.085 15,027 152,625 -526
Jun15 111228 6.410 6.510 6.405 6.500 +0.095 10,063 113,799 -912
Sep15 111228 6.255 6.355 6.250 6.350 +0.105 9,559 73,033 -493
Dec15 111228 6.085 6.200 6.080 6.190 +0.115 10,095 60,706 +2,299
Mar16 111228 5.955 6.075 5.950 6.065 +0.120 9,030 54,455 +963
Jun16 111228 5.830 5.955 5.830 5.945 +0.125 5,618 37,792 +1,040
Total Volume and Open Interest 630,372 7,478,580 -9,089
30 Day Federal Funds(CBOT)
Dec11 111228 99.925 99.927 99.925 99.927 unch 1,587 68,785 +1,160
Jan12 111228 99.925 99.925 99.920 99.920 unch 714 69,425 +631
Feb12 111228 99.915 99.915 99.910 99.910 unch 794 55,226 +494
Mar12 111228 99.905 99.910 99.905 99.905 unch 1,346 34,992 +515
Apr12 111228 99.900 99.900 99.895 99.900 +0.005 423 37,640 -75
May12 111228 99.885 99.890 99.880 99.885 +0.005 1,195 43,326 -526
Total Volume and Open Interest 16,015 574,020 +4,793
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Mar12 111228 99.662 99.662 99.662 99.662 unch 0 40 +0
Jun12 111228 99.665 99.665 99.665 99.665 unch      
Sep12 111228 99.660 99.660 99.660 99.660 unch      
Dec12 111228 99.665 99.665 99.665 99.665 unch      
Mar13 111228 99.655 99.655 99.655 99.655 unch      
Jun13 111228 99.625 99.625 99.625 99.625 unch      
Sep13 111228 99.625 99.625 99.625 99.625 unch      
Dec13 111228 99.540 99.540 99.540 99.540 unch      
Mar14 111228 99.400 99.400 99.400 99.400 unch      
Jun14 111228 99.260 99.260 99.260 99.260 unch      
Total Volume and Open Interest 0 40 +0
3-Mth Euro-Yen(SGX)
Mar12 111227 99.66 99.66 99.66 99.66 unch 0 2,349 +0
Jun12 111227 99.67 99.67 99.67 99.67 unch 0 1,440 +0
Sep12 111227 99.66 99.66 99.66 99.66 unch 0 711 +0
Dec12 111227 99.67 99.67 99.67 99.67 unch 0 115 +0
Mar13 111227 99.65 99.65 99.65 99.65 unch 0 131 +0
Jun13 111227 99.62 99.62 99.62 99.62 unch 0 208 +0
Sep13 111227 99.62 99.62 99.62 99.62 unch 0 325 +0
Dec13 111227 99.54 99.54 99.54 99.54 +0.01 0 3 +0
Total Volume and Open Interest 0 5,282 +0
Japanese Gov't Bonds(SGX)
Mar12 111227 142.46 142.48 142.27 142.29 -0.18 1,531 18,731 -403
Jun12 111227 140.18 140.18 140.18 140.18 -0.20      
Sep12 111227 138.09 138.09 138.09 138.09 -0.20      
Total Volume and Open Interest 1,531 18,735 -403
Euro-Bund(EUREX)
Mar12 111228 138.19 138.50 137.74 138.21 +0.23 99,827 826,878 -16,501
Jun12 111228 136.61 136.65 136.55 136.55 +0.20 1 174 +1
Sep12 111228 136.51 136.51 136.51 136.51 +0.23      
Total Volume and Open Interest 99,828 827,052 -16,500
Euro-Bobl(EUREX)
Mar12 111228 124.66 124.71 124.41 124.58 -0.02 68,527 639,886 -3,392
Jun12 111227 123.00 123.00 123.00 123.00 +0.31      
Sep12 111227 123.00 123.00 123.00 123.00 +0.31      
Total Volume and Open Interest 139,510 643,278 +2,311
3-Mth Euribor(EUREX)
Dec11 111219 98.585 98.585 98.582 98.582 -0.003 59 1,265 +0
Mar12 111228 98.880 98.880 98.880 98.880 -0.005 150 1,160 +150
Jun12 111228 99.025 99.025 99.025 99.025 unch 0 1,425 -50
Total Volume and Open Interest 150 5,754 +100
Long Gilt(LIFFE)
Dec11 111228 133~13 133~20 133~09 133~09 0~00 14 1,944 -11
Mar12 111228 116~12 116~24 116~08 116~16 +0~05 12,073 295,632 +595
Total Volume and Open Interest 0 296,652 -340
3-Mth Short Sterling(LIFFE)
Mar12 111228 98.86 98.87 98.85 98.86 -0.01 37,451 297,494 -6,221
Jun12 111228 98.86 98.87 98.84 98.86 unch 33,941 218,524 +1,601
Sep12 111228 98.89 98.90 98.86 98.89 +0.01 25,365 268,201 -376
Dec12 111228 98.89 98.91 98.87 98.90 +0.01 15,859 216,914 -19,652
Mar13 111228 98.91 98.93 98.89 98.92 +0.01 17,657 220,501 +2,180
Jun13 111228 98.89 98.92 98.88 98.91 +0.01 14,160 191,768 +2,244
Total Volume and Open Interest 166,928 1,810,746 -15,372
3-Mth Euribor(LIFFE)
Mar12 111228 98.890 98.890 98.860 98.880 -0.005 33,518 482,572 +3,356
Jun12 111228 99.020 99.030 99.000 99.025 unch 17,476 398,108 -1,352
Sep12 111228 99.080 99.095 99.065 99.085 -0.005 18,967 394,641 -882
Total Volume and Open Interest 167,153 2,929,939 +9,705
3-Mth Aus T-Bills(SFE)
Mar12 111228 96.08 96.08 96.02 96.04 -0.08 5,034 225,961 +410
Jun12 111228 96.39 96.39 96.32 96.34 -0.10 7,222 173,454 -665
Sep12 111228 96.42 96.42 96.35 96.38 -0.09 4,341 113,922 -806
Dec12 111228 96.31 96.31 96.25 96.28 -0.08 1,486 69,306 -354
Mar13 111228 96.20 96.20 96.16 96.17 -0.08 1,460 49,998 -1,600
Jun13 111228 96.09 96.11 96.04 96.06 -0.09 829 45,838 +280
Sep13 111228 95.99 96.02 95.95 95.95 -0.11 414 26,459 +125
Dec13 111228 95.88 95.93 95.85 95.85 -0.11 344 17,074 +177
Mar14 111228 95.75 95.75 95.75 95.75 -0.12 32 1,388 +12
Jun14 111228 95.64 95.64 95.64 95.64 -0.12 12 86 -20
Total Volume and Open Interest 21,198 723,610 -2,469
10-Year Aus T-Bonds(SFE)
Mar12 111228 96.18 96.20 96.15 96.18 -0.04 10,535 336,524 +1,506
Jun12 111228 96.18 96.18 96.18 96.18 -0.04      
Total Volume and Open Interest 10,535 336,524 +1,506
3-Year Aus T-Bonds(SFE)
Mar12 111228 96.90 96.90 96.84 96.85 -0.08 21,909 368,885 +3,055
Jun12 111228 96.85 96.85 96.85 96.85 -0.08      
Total Volume and Open Interest 21,909 368,885 +3,055
Gold(CMX)
Dec11 111228 1584.9 1588.6 1561.5 1562.9 -31.3 62 138 -599
Feb12 111228 1594.0 1595.0 1550.9 1564.1 -31.4 40,681 244,098 -912
Apr12 111228 1596.4 1597.0 1553.6 1566.5 -31.5 2,836 39,771 -260
Jun12 111228 1596.5 1597.3 1556.6 1568.8 -31.5 934 28,491 +416
Aug12 111228 1590.3 1590.3 1561.9 1571.0 -31.6 153 13,782 -14
Oct12 111228 1598.5 1601.3 1573.2 1573.2 -31.7 208 10,410 +202
Dec12 111228 1600.6 1603.9 1563.5 1575.4 -31.9 566 24,859 -155
Feb13 111228 1605.1 1605.1 1578.1 1578.1 -32.0 17 2,986 +14
Apr13 111228 1580.9 1580.9 1580.9 1580.9 -32.1 0 1,376 +0
Jun13 111228 1584.1 1584.1 1584.1 1584.1 -32.2 25 10,041 -25
Aug13 111228 1587.4 1587.4 1587.4 1587.4 -32.3 0 45 +0
Oct13 111228 1590.9 1590.9 1590.9 1590.9 -32.4      
Total Volume and Open Interest 47,070 422,747 -2,217
Silver(CMX)
Dec11 111228 2859.5 2859.5 2719.2 2719.2 -150.5 53 18 -9
Mar12 111228 2868.5 2879.0 2684.5 2723.4 -150.6 10,066 56,287 +159
May12 111228 2871.0 2871.0 2707.0 2728.2 -150.7 304 8,873 -44
Jul12 111228 2830.5 2830.5 2702.0 2732.1 -150.7 21 3,508 +10
Sep12 111228 2808.0 2808.0 2732.0 2735.0 -150.7 11 2,508 +2
Dec12 111228 2873.0 2873.0 2721.5 2738.8 -150.7 55 13,871 +18
Mar13 111228 2738.1 2738.1 2738.1 2738.1 -150.6 0 1,156 +0
Total Volume and Open Interest 10,708 102,330 +105
Platinum(NYMEX)
Jan12 111228 1430.9 1431.1 1383.9 1387.7 -46.2 7,107 8,899 -4,110
Apr12 111228 1436.3 1436.3 1384.2 1392.4 -45.5 5,744 33,178 +3,496
Jul12 111228 1431.2 1431.2 1392.3 1397.0 -44.9 36 636 +15
Oct12 111228 1429.0 1429.0 1396.3 1401.0 -44.4 7 103 +0
Total Volume and Open Interest 12,894 42,817 -599
Palladium(NYMEX)
Mar12 111228 10.99 11.34 632.20 647.15 +635.91 1,656 16,837 -125
Jun12 111228 11.34 11.34 641.10 648.70 +635.96 14 398 +11
Sep12 111228 650.15 650.15 650.15 650.15 +635.91 0 138 +0
Total Volume and Open Interest 1,672 17,385 -864
Copper(CMX)
Dec11 111228 339.95 339.95 336.00 336.00 -4.40 363 332 -151
Mar12 111228 340.90 344.90 334.95 336.55 -4.35 15,917 68,289 -55
May12 111228 342.20 345.20 336.45 337.65 -4.30 890 23,671 +59
Jul12 111228 342.60 342.60 337.80 338.30 -4.20 54 6,607 +20
Sep12 111228 344.95 344.95 338.70 338.80 -4.20 12 3,472 +3
Total Volume and Open Interest 17,772 116,369 -147
DJIA Index(CBOT)
Mar12 111228 12220 12242 12081 12081 -138 159 10,060 -9
Jun12 111228 12013 12153 12013 12013 -140 2 402 +2
Sep12 111228 11950 12090 11950 11950 -140      
Dec12 111228 11873 12013 11873 11873 -140      
Total Volume and Open Interest 161 10,462 -7
E-mini DJIA Index(CBOT)
Dec11 111216 11896 11988 11895 11949 +50 22,203 78,058 -4,463
Mar12 111228 12217 12254 12069 12081 -138 43,867 88,337 -986
Jun12 111228 12041 12041 12013 12013 -140 2 48 +1
Sep12 111228 11950 11950 11950 11950 -140 0 9 +0
Total Volume and Open Interest 43,869 88,394 -985
S & P 500(CME)
Mar12 111228 1259.50 1264.30 1243.10 1244.50 -15.70 10,435 236,025 +4,505
Jun12 111228 1239.20 1255.90 1237.90 1239.20 -15.70 1 3,294 +0
Sep12 111228 1233.90 1250.60 1232.60 1233.90 -15.70 300 965 +84
Dec12 111228 1228.30 1245.00 1227.00 1228.30 -15.70 50 201 +50
Total Volume and Open Interest 10,786 240,485 +4,639
S & P 500 E-Mini(Globex)
Mar12 111228 1260.00 1264.50 1243.00 1244.50 -15.75 693,965 2,594,367 +6,570
Jun12 111228 1254.50 1258.50 1238.00 1239.25 -15.75 1,794 10,892 +1,409
Total Volume and Open Interest 695,759 2,605,398 +7,979
NASDAQ 100(CME)
Mar12 111228 2282.30 2292.00 2256.00 2259.50 -25.00 626 7,067 -463
Jun12 111228 2256.50 2259.00 2256.50 2256.50 -24.50      
Sep12 111228 2254.00 2256.50 2254.00 2254.00 -24.50      
Total Volume and Open Interest 626 7,067 -463
NASDAQ 100 E-Mini(Globex)
Mar12 111228 2284.50 2292.30 2256.30 2259.50 -25.00 72,450 254,109 +4,000
Jun12 111228 2277.50 2282.00 2254.80 2256.50 -24.50 0 40 +0
Total Volume and Open Interest 72,450 254,151 +4,000
S & P Midcap 400(CME)
Mar12 111228 869.30 875.00 868.00 869.30 -14.10 76 819 +0
Jun12 111228 867.30 867.30 867.30 867.30 -14.10      
Sep12 111228 865.30 865.30 865.30 865.30 -14.10      
Total Volume and Open Interest 76 819 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 111228 8460 8465 8360 8390 -70 1,347 23,038 +17
Jun12 111228 8335 8405 8335 8335 -70 0 11 +0
Total Volume and Open Interest 1,347 23,049 +17
Nikkei 225(SGX)
Mar12 111227 8455 8460 8415 8445 +70 65,012 187,685 +5,093
Jun12 111227 8360 8370 8360 8370 +70 0 306 +0
Sep12 111227 8365 8365 8365 8365 +70 0 30 +0
Total Volume and Open Interest 66,077 198,431 +6,133
CAC 40(EURONEXT)
Jan12 111228 3094.5 3132.5 3063.0 3070.0 -34.5 23,517 239,638 -4,273
Feb12 111228 3091.0 3132.0 3068.5 3070.5 -35.0 233 683 +325
Mar12 111228 3096.0 3130.5 3069.0 3071.0 -35.5 216 20,651 -110
Total Volume and Open Interest 23,966 261,022 -4,058
Hang Seng Index(HKFE)
Dec11 111228 18590 18609 18368 18440 -150 71,987 70,391 -11,085
Jan12 111228 18628 18628 18360 18429 -159 22,441 31,465 +19,493
Total Volume and Open Interest 94,887 106,224 +8,548
DAX(EUREX)
Dec11 111216 5783.0 5789.5 5714.5 5727.5 -20.0 219,442 98,018 -35,014
Mar12 111228 5865.5 5910.0 5774.0 5790.5 -116.0 50,623 143,470 +981
Jun12 111228 5800.0 5920.0 5795.5 5805.0 -116.0 247 5,623 +11
Total Volume and Open Interest 50,993 149,358 +1,101
FT-SE 100(EURONEXT)
Mar12 111228 5478.00 5530.00 5449.50 5476.50 +1.00 58,683 594,465 +3,494
Jun12 111228 5461.50 5462.50 5431.00 5431.00 +1.50 0 3,715 +0
Sep12 111228 5398.50 5398.50 5398.50 5398.50 +1.00      
Total Volume and Open Interest 58,683 598,180 +3,494
SPI 200(SFE)
Mar12 111228 4146.0 4146.0 4063.0 4066.0 -65.0 18,001 196,222 +5,266
Jun12 111228 4103.0 4103.0 4070.0 4070.0 -65.0 83 1,854 +65
Sep12 111228 4033.0 4033.0 4033.0 4033.0 -65.0 4 1,071 +0
Total Volume and Open Interest 18,093 202,226 +5,331
GSCI(CME)
Jan12 111228 651.00 654.50 643.50 646.40 -5.60 208 8,697 +10
Feb12 111228 651.80 655.25 644.25 647.50 -5.50 1 100 +0
Mar12 111228 649.75 657.25 646.50 649.75 -5.25      
Total Volume and Open Interest 209 8,797 +10
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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